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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+9.85%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$41.3B
AUM Growth
+$4.43B
Cap. Flow
+$1.1B
Cap. Flow %
2.67%
Top 10 Hldgs %
11.6%
Holding
3,981
New
156
Increased
2,226
Reduced
1,422
Closed
145

Top Buys

Rank Stock Value
1
VGK icon
Vanguard FTSE Europe ETF
VGK
+$100M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$91M
3
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$79.2M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$40.8M
5
CPA icon
Copa Holdings
CPA
+$28.5M

Top Sells

Rank Stock Value
1
DELL
DELL INC
DELL
+$40M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$39.1M
3
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$37.7M
4
ABV
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
+$28M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$27.2M

Sector Composition

Rank Sector Weight
1 Financials 14.43%
2 Technology 12.06%
3 Healthcare 11.26%
4 Industrials 9.77%
5 Energy 9.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CPRT icon
1051
Copart
CPRT
$28.5B
$4.78M 0.01%
1,043,816
-912
-0.1% -$3.83K
MDP
1052
DELISTED
Meredith Corporation
MDP
$4.78M 0.01%
92,289
+8,551
+10% +$437K
MMS icon
1053
Maximus
MMS
$3.33B
$4.78M 0.01%
108,637
-28,515
-21% -$1.31M
TKC icon
1054
Turkcell
TKC
$4.78B
$4.77M 0.01%
357,478
+134
+0% +$2.03K
WDR
1055
DELISTED
Waddell & Reed Financial, Inc.
WDR
$4.76M 0.01%
73,126
-1,926
-3% -$118K
JNS
1056
DELISTED
Janus Capital Group Inc
JNS
$4.75M 0.01%
383,553
+49,272
+15% +$507K
SKX
1057
DELISTED
Skechers
SKX
$4.74M 0.01%
429,450
+8,079
+2% +$84.2K
SWX icon
1058
Southwest Gas
SWX
$6.76B
$4.74M 0.01%
84,833
+5,187
+7% +$274K
HMIN
1059
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$4.74M 0.01%
108,538
-62,257
-36% -$2.4M
BECN
1060
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.71M 0.01%
117,039
+6,519
+6% +$237K
CBRL icon
1061
Cracker Barrel
CBRL
$1.16B
$4.7M 0.01%
42,702
+1,879
+5% +$204K
TDS icon
1062
Telephone and Data Systems
TDS
$3.86B
$4.7M 0.01%
182,119
-147
-0.1% -$4.16K
ALR
1063
DELISTED
Alere Inc
ALR
$4.69M 0.01%
129,554
+26,314
+25% +$874K
MEG
1064
DELISTED
Media General, Inc
MEG
$4.68M 0.01%
206,983
+77,507
+60% +$1.33M
TUP
1065
DELISTED
Tupperware Brands Corporation
TUP
$4.67M 0.01%
49,346
+1,333
+3% +$121K
LSTR icon
1066
Landstar System
LSTR
$6.35B
$4.66M 0.01%
81,135
+26,698
+49% +$1.49M
JAH
1067
DELISTED
JARDEN CORPORATION
JAH
$4.66M 0.01%
113,901
-30,657
-21% -$1.11M
TMH
1068
DELISTED
Team Health Holdings Inc
TMH
$4.65M 0.01%
102,013
+12,582
+14% +$560K
MTW icon
1069
Manitowoc
MTW
$523M
$4.64M 0.01%
219,539
-4,154
-2% -$76.2K
TDW icon
1070
Tidewater
TDW
$3.75B
$4.64M 0.01%
2,425
+48
+2% +$91.3K
FLIR
1071
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$4.63M 0.01%
153,945
-8,770
-5% -$259K
Y
1072
DELISTED
Alleghany Corp
Y
$4.63M 0.01%
11,580
-563
-5% -$225K
XYL icon
1073
Xylem
XYL
$29.8B
$4.62M 0.01%
133,613
-3,947
-3% -$127K
CNI icon
1074
Canadian National Railway
CNI
$78.2B
$4.62M 0.01%
80,936
+852
+1% +$46.9K
LGF
1075
DELISTED
Lions Gate Entertainment
LGF
$4.62M 0.01%
145,772
-2,873
-2% -$94.8K
41 42
43
44 45

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MCM
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PSUF
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SCC
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BAM
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Parametric Portfolio Associates's Q4 2013 Portfolio in Review

As of Q4 2013, Parametric Portfolio Associates held 3,981 positions worth $41.3B, up 12% from $36.8B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2013 filing shows 156 new, 2,226 increased, 1,422 reduced and 145 closed positions. Its largest new stake was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M. The largest sale was DELL INC, an estimated $40M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2013 buy was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q4 2013, an estimated $91M increase.
  • Parametric Portfolio Associates's biggest Q4 2013 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $39.1M.
  • Parametric Portfolio Associates fully exited DELL INC in Q4 2013, selling an estimated $40M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $41.3B portfolio in Q4 2013.
  • Parametric Portfolio Associates opened 156 new positions and closed 145 in Q4 2013.
  • Parametric Portfolio Associates's portfolio value rose 12% quarter-over-quarter to $41.3B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2013, filed 13 Feb 2014.